2.55Open3.20Pre Close141 Volume866 Open Interest80.00Strike Price35.96KTurnover34.96%IV1.07%PremiumDec 20, 2024Expiry Date1.71Intrinsic Value100Multiplier9DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.6394Delta0.0889Gamma29.54Leverage Ratio-0.0872Theta-0.0109Rho-18.89Eff Leverage0.0454Vega